ftlm-stlm

ÿþ//+------------------------------------------------------------------+

//|                                                    FTLM-STLM.mq5 |

//|                                  Copyright 2002, Finware.ru Ltd. |

//|                                           http://www.finware.ru/ |

//+------------------------------------------------------------------+

//---- copyright

#property copyright "Copyright 2002, Finware.ru Ltd."

//---- URL

#property link      "http://www.finware.ru/"

//---- version

#property version   "1.00"

//---- indicator is plotted in a separate window

#property indicator_separate_window 

//---- number of buffers used

#property indicator_buffers 2 

//---- number of indicator plots

#property indicator_plots   2

//+--------------------------------------+

//|  STLM plot parameters                |

//+--------------------------------------+

//---- draw STLM as a histogram

#property indicator_type1 DRAW_HISTOGRAM

//---- histogram color

#property indicator_color1 Blue

//---- line style

#property indicator_style1 STYLE_SOLID

//---- line width

#property indicator_width1 2

//---- label of STLM indicator

#property indicator_label1 "STLM"

//+--------------------------------------+

//|  FTLM plot parameters                |

//+--------------------------------------+

//---- draw FTLM as a line

#property indicator_type2 DRAW_LINE

//---- line color

#property indicator_color2 Red

//---- line style

#property indicator_style2 STYLE_DASHDOTDOT

//---- line width

#property indicator_width2 2

//---- label of FTLM indicator

#property indicator_label2  "FTLM"



//---- input parameters

input int STLMShift=0; // horizontal shift of STLM (in bars)

input int FTLMShift=0; // horizontal shift of FTLM (in bars)



//---- declaration and initialization of variables, used for the calculated data

int STLMPeriod=91;

int FTLMPeriod=44;



//---- declaration of dynamic arrays, used as indicator buffers

double ExtLineBuffer1[],ExtLineBuffer2[];

//+------------------------------------------------------------------+

//| Custom indicator initialization function                         |

//+------------------------------------------------------------------+  

void OnInit()

  {

//---- set ExtLineBuffer1[] array as indicator buffer

   SetIndexBuffer(0,ExtLineBuffer1,INDICATOR_DATA);

//---- set plot draw begin

   PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,STLMPeriod);

//---- set plot label

   PlotIndexSetString(0,PLOT_LABEL,"STLM");

//---- set empty values

   PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- set ExtLineBuffer2[] array as indicator buffer

   SetIndexBuffer(1,ExtLineBuffer2,INDICATOR_DATA);

//---- set plot draw begin

   PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,FTLMPeriod);

//---- set plot label

   PlotIndexSetString(1,PLOT_LABEL,"FTLM");

//---- set empty values

   PlotIndexSetDouble(1,PLOT_EMPTY_VALUE,EMPTY_VALUE);



//---- a variable used for indicator short name

   string shortname="FTLM-STLM";

//--- indicator short name

   IndicatorSetString(INDICATOR_SHORTNAME,shortname);

//--- set precision

   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+1);

//----

  }

//+------------------------------------------------------------------+

//| Custom indicator iteration function                              |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,     // rates total

                const int prev_calculated, // bars, processed at last call

                const int begin,           // begin

                const double &price[]      // price array

                )

  {

//----   

//---- checking of bars

   if(rates_total<STLMPeriod-1+begin

    || rates_total<FTLMPeriod-1+begin)

     return(0);



//---- declaration of local variables

   int first,bar;

   double STLM,FTLM,value1,value2,value3,value4;



//---- calculation of starting bar index (first)

   if(prev_calculated>rates_total || prev_calculated<=0) // at first call

     {

      first=STLMPeriod-1+begin;  // starting bar index

      //---- increase position

      if(begin>0)

         PlotIndexSetInteger(0,PLOT_DRAW_BEGIN,begin+STLMPeriod);

     }

   else first=prev_calculated-1; // starting bar index



//---- STLM calculation loop

   for(bar=first; bar<rates_total; bar++)

     {

      value1=

      +0.0982862174 * price[bar - 0]

      +0.0975682269 * price[bar - 1]

      +0.0961401078 * price[bar - 2]

      +0.0940230544 * price[bar - 3]

      +0.0912437090 * price[bar - 4]

      +0.0878391006 * price[bar - 5]

      +0.0838544303 * price[bar - 6]

      +0.0793406350 * price[bar - 7]

      +0.0743569346 * price[bar - 8]

      +0.0689666682 * price[bar - 9]

      +0.0632381578 * price[bar - 10]

      +0.0572428925 * price[bar - 11]

      +0.0510534242 * price[bar - 12]

      +0.0447468229 * price[bar - 13]

      +0.0383959950 * price[bar - 14]

      +0.0320735368 * price[bar - 15]

      +0.0258537721 * price[bar - 16]

      +0.0198005183 * price[bar - 17]

      +0.0139807863 * price[bar - 18]

      +0.0084512448 * price[bar - 19]

      +0.0032639979 * price[bar - 20]

      -0.0015350359 * price[bar - 21]

      -0.0059060082 * price[bar - 22]

      -0.0098190256 * price[bar - 23]

      -0.0132507215 * price[bar - 24]

      -0.0161875265 * price[bar - 25]

      -0.0186164872 * price[bar - 26]

      -0.0205446727 * price[bar - 27]

      -0.0219739146 * price[bar - 28]

      -0.0229204861 * price[bar - 29]

      -0.0234080863 * price[bar - 30]

      -0.0234566315 * price[bar - 31]

      -0.0231017777 * price[bar - 32]

      -0.0223796900 * price[bar - 33]

      -0.0213300463 * price[bar - 34]

      -0.0199924534 * price[bar - 35]

      -0.0184126992 * price[bar - 36]

      -0.0166377699 * price[bar - 37]

      -0.0147139428 * price[bar - 38]

      -0.0126796776 * price[bar - 39]

      -0.0105938331 * price[bar - 40]

      -0.0084736770 * price[bar - 41]

      -0.0063841850 * price[bar - 42]

      -0.0043466731 * price[bar - 43]

      -0.0023956944 * price[bar - 44]

      -0.0005535180 * price[bar - 45]

      +0.0011421469 * price[bar - 46]

      +0.0026845693 * price[bar - 47]

      +0.0040471369 * price[bar - 48]

      +0.0052380201 * price[bar - 49]

      +0.0062194591 * price[bar - 50]

      +0.0070340085 * price[bar - 51]

      +0.0076266453 * price[bar - 52]

      +0.0080376628 * price[bar - 53]

      +0.0083037666 * price[bar - 54]

      +0.0083694798 * price[bar - 55]

      +0.0082901022 * price[bar - 56]

      +0.0080741359 * price[bar - 57]

      +0.0077543820 * price[bar - 58]

      +0.0073260526 * price[bar - 59]

      +0.0068163569 * price[bar - 60]

      +0.0062325477 * price[bar - 61]

      +0.0056078229 * price[bar - 62]

      +0.0049516078 * price[bar - 63]

      +0.0161380976 * price[bar - 64];

//----

      value2=

      -0.0074151919 * price[bar - 0]

      -0.0060698985 * price[bar - 1]

      -0.0044979052 * price[bar - 2]

      -0.0027054278 * price[bar - 3]

      -0.0007031702 * price[bar - 4]

      +0.0014951741 * price[bar - 5]

      +0.0038713513 * price[bar - 6]

      +0.0064043271 * price[bar - 7]

      +0.0090702334 * price[bar - 8]

      +0.0118431116 * price[bar - 9]

      +0.0146922652 * price[bar - 10]

      +0.0175884606 * price[bar - 11]

      +0.0204976517 * price[bar - 12]

      +0.0233865835 * price[bar - 13]

      +0.0262218588 * price[bar - 14]

      +0.0289681736 * price[bar - 15]

      +0.0315922931 * price[bar - 16]

      +0.0340614696 * price[bar - 17]

      +0.0363444061 * price[bar - 18]

      +0.0384120882 * price[bar - 19]

      +0.0402373884 * price[bar - 20]

      +0.0417969735 * price[bar - 21]

      +0.0430701377 * price[bar - 22]

      +0.0440399188 * price[bar - 23]

      +0.0446941124 * price[bar - 24]

      +0.0450230100 * price[bar - 25]

      +0.0450230100 * price[bar - 26]

      +0.0446941124 * price[bar - 27]

      +0.0440399188 * price[bar - 28]

      +0.0430701377 * price[bar - 29]

      +0.0417969735 * price[bar - 30]

      +0.0402373884 * price[bar - 31]

      +0.0384120882 * price[bar - 32]

      +0.0363444061 * price[bar - 33]

      +0.0340614696 * price[bar - 34]

      +0.0315922931 * price[bar - 35]

      +0.0289681736 * price[bar - 36]

      +0.0262218588 * price[bar - 37]

      +0.0233865835 * price[bar - 38]

      +0.0204976517 * price[bar - 39]

      +0.0175884606 * price[bar - 40]

      +0.0146922652 * price[bar - 41]

      +0.0118431116 * price[bar - 42]

      +0.0090702334 * price[bar - 43]

      +0.0064043271 * price[bar - 44]

      +0.0038713513 * price[bar - 45]

      +0.0014951741 * price[bar - 46]

      -0.0007031702 * price[bar - 47]

      -0.0027054278 * price[bar - 48]

      -0.0044979052 * price[bar - 49]

      -0.0060698985 * price[bar - 50]

      -0.0074151919 * price[bar - 51]

      -0.0085278517 * price[bar - 52]

      -0.0094111161 * price[bar - 53]

      -0.0100658241 * price[bar - 54]

      -0.0104994302 * price[bar - 55]

      -0.0107227904 * price[bar - 56]

      -0.0107450280 * price[bar - 57]

      -0.0105824763 * price[bar - 58]

      -0.0102517019 * price[bar - 59]

      -0.0097708805 * price[bar - 60]

      -0.0091581551 * price[bar - 61]

      -0.0084345004 * price[bar - 62]

      -0.0076214397 * price[bar - 63]

      -0.0067401718 * price[bar - 64]

      -0.0058083144 * price[bar - 65]

      -0.0048528295 * price[bar - 66]

      -0.0038816271 * price[bar - 67]

      -0.0029244713 * price[bar - 68]

      -0.0019911267 * price[bar - 69]

      -0.0010974211 * price[bar - 70]

      -0.0002535559 * price[bar - 71]

      +0.0005231953 * price[bar - 72]

      +0.0012297491 * price[bar - 73]

      +0.0018539149 * price[bar - 74]

      +0.0023994354 * price[bar - 75]

      +0.0028490136 * price[bar - 76]

      +0.0032221429 * price[bar - 77]

      +0.0034936183 * price[bar - 78]

      +0.0036818974 * price[bar - 79]

      +0.0038037944 * price[bar - 80]

      +0.0038338964 * price[bar - 81]

      +0.0037975350 * price[bar - 82]

      +0.0036986051 * price[bar - 83]

      +0.0035521320 * price[bar - 84]

      +0.0033559226 * price[bar - 85]

      +0.0031224409 * price[bar - 86]

      +0.0028550092 * price[bar - 87]

      +0.0025688349 * price[bar - 88]

      +0.0022682355 * price[bar - 89]

      +0.0073925495 * price[bar - 90];

      

      STLM = value1-value2;

      //---- set value

      ExtLineBuffer1[bar]=STLM;

     }



//---- calculation of starting bar index (first)

   if(prev_calculated>rates_total || prev_calculated<=0) // at first call

     {

      first=FTLMPeriod-1+begin;  // starting bar index

      //---- increase position

      if(begin>0)

         PlotIndexSetInteger(1,PLOT_DRAW_BEGIN,begin+FTLMPeriod);

     }

   else first=prev_calculated-1; // starting bar index

     

   //---- FTLM calculation loop

   for(bar=first; bar<rates_total; bar++)

     {

      //---- 

      value3=

      +0.4360409450 * price[bar - 0]

      +0.3658689069 * price[bar - 1]

      +0.2460452079 * price[bar - 2]

      +0.1104506886 * price[bar - 3]

      -0.0054034585 * price[bar - 4]

      -0.0760367731 * price[bar - 5]

      -0.0933058722 * price[bar - 6]

      -0.0670110374 * price[bar - 7]

      -0.0190795053 * price[bar - 8]

      +0.0259609206 * price[bar - 9]

      +0.0502044896 * price[bar - 10]

      +0.0477818607 * price[bar - 11]

      +0.0249252327 * price[bar - 12]

      -0.0047706151 * price[bar - 13]

      -0.0272432537 * price[bar - 14]

      -0.0338917071 * price[bar - 15]

      -0.0244141482 * price[bar - 16]

      -0.0055774838 * price[bar - 17]

      +0.0128149838 * price[bar - 18]

      +0.0226522218 * price[bar - 19]

      +0.0208778257 * price[bar - 20]

      +0.0100299086 * price[bar - 21]

      -0.0036771622 * price[bar - 22]

      -0.0136744850 * price[bar - 23]

      -0.0160483392 * price[bar - 24]

      -0.0108597376 * price[bar - 25]

      -0.0016060704 * price[bar - 26]

      +0.0069480557 * price[bar - 27]

      +0.0110573605 * price[bar - 28]

      +0.0095711419 * price[bar - 29]

      +0.0040444064 * price[bar - 30]

      -0.0023824623 * price[bar - 31]

      -0.0067093714 * price[bar - 32]

      -0.0072003400 * price[bar - 33]

      -0.0047717710 * price[bar - 34]

      +0.0005541115 * price[bar - 35]

      +0.0007860160 * price[bar - 36]

      +0.0130129076 * price[bar - 37]

      +0.0040364019 * price[bar - 38];

//----

      value4=

      -0.0025097319 * price[bar - 0]

      +0.0513007762 * price[bar - 1]

      +0.1142800493 * price[bar - 2]

      +0.1699342860 * price[bar - 3]

      +0.2025269304 * price[bar - 4]

      +0.2025269304 * price[bar - 5]

      +0.1699342860 * price[bar - 6]

      +0.1142800493 * price[bar - 7]

      +0.0513007762 * price[bar - 8]

      -0.0025097319 * price[bar - 9]

      -0.0353166244 * price[bar - 10]

      -0.0433375629 * price[bar - 11]

      -0.0311244617 * price[bar - 12]

      -0.0088618137 * price[bar - 13]

      +0.0120580088 * price[bar - 14]

      +0.0233183633 * price[bar - 15]

      +0.0221931304 * price[bar - 16]

      +0.0115769653 * price[bar - 17]

      -0.0022157966 * price[bar - 18]

      -0.0126536111 * price[bar - 19]

      -0.0157416029 * price[bar - 20]

      -0.0113395830 * price[bar - 21]

      -0.0025905610 * price[bar - 22]

      +0.0059521459 * price[bar - 23]

      +0.0105212252 * price[bar - 24]

      +0.0096970755 * price[bar - 25]

      +0.0046585685 * price[bar - 26]

      -0.0017079230 * price[bar - 27]

      -0.0063513565 * price[bar - 28]

      -0.0074539350 * price[bar - 29]

      -0.0050439973 * price[bar - 30]

      -0.0007459678 * price[bar - 31]

      +0.0032271474 * price[bar - 32]

      +0.0051357867 * price[bar - 33]

      +0.0044454862 * price[bar - 34]

      +0.0018784961 * price[bar - 35]

      -0.0011065767 * price[bar - 36]

      -0.0031162862 * price[bar - 37]

      -0.0033443253 * price[bar - 38]

      -0.0022163335 * price[bar - 39]

      +0.0002573669 * price[bar - 40]

      +0.0003650790 * price[bar - 41]

      +0.0060440751 * price[bar - 42]

      +0.0018747783 * price[bar - 43];

      

      FTLM = value3-value4;

      //---- set value

      ExtLineBuffer2[bar]=FTLM;

     }

//----     

   return(rates_total);

  }

//+------------------------------------------------------------------+